Can someone tell me how to get the marginal effects after the
following command for all of the quantiles.
. sqreg dfness age gender,q(.25 .50 .75 .95)
(fitting base model)
(bootstrapping ....................)
Simultaneous quantile regression Number of obs = 2488

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This is apparently margins for q50. I would like margins for all of
the quantiles, with an ultimate goal of using margins plot.

I'd be surprised if it is q50, I would expect q25. I think you have
the same problem I have when using ologit -- there are multiple
equations so you have to run multiple margins commands, and I don't
know how you combine all that into a single marginsplot. Try

My ongoing wish is that margins easily handle multiple outcome
commands. I wrote -mfx2- for the old -mfx- command to handle multiple
outcomes. If I ever got ambitious, I could probably write a similar
-margins2- command, but I keep hoping Stata will do it for me.